pth Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses
DOI10.1080/17442508.2019.1691210zbMath1492.34079OpenAlexW2990766788MaRDI QIDQ5086531
No author found.
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2019.1691210
stability analysismild solutionfixed point theoremstochastic differential inclusionfractional differential inclusions
Functional-differential equations with impulses (34K45) Fixed-point theorems (47H10) Functional-differential equations in abstract spaces (34K30) Stability theory of functional-differential equations (34K20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Functional-differential inclusions (34K09)
Related Items (6)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
- Approximate controllability of a class of fractional neutral stochastic integro-differential inclusions with infinite delay by using Mainardi's function
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- A representation for self-similar processes
- Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
- Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
- Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
- Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
- Successive approximation of neutral functional stochastic differential equations with jumps
- Local and global existence of mild solution for impulsive fractional stochastic differential equations
- The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- Pseudo almost periodic in distribution solutions to impulsive partial stochastic functional differential equations
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
This page was built for publication: pth Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses